Anic Equity¶

Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47375.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45980.87 Kr¶

PnL: ---------------------------------------> -907.7 Kr¶

DD now: ---------------------------------> -2.579 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:29:05.791633'

Anic Portfolio¶

Today¶

Return: -0.124 %¶

This Week¶

Return: -1.121 %¶

Total¶

Return: 55.096 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.750000 2768.500000 132.500000 5.030000 2636.000010
HMS Networks 2 16.250000 804.000000 131.000000 19.470000 673.000000
SAAB B 8 1.220000 3449.600000 72.600000 2.150000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.610000 394.400000 39.400000 11.100000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Boozt 12 1.010000 1684.800000 30.800000 1.860000 1653.999996
Corem Property Group B 59 -1.820000 605.930000 28.930000 5.010000 576.999999
AcadeMedia 12 -1.190000 578.640000 21.640000 3.890000 557.000004
Resurs Holding 22 -1.170000 594.880000 20.880000 3.640000 573.999998
Intrum 4 2.900000 545.600000 18.600000 3.530000 527.000000
Nordea Bank Abp 29 0.080000 3471.880000 17.880000 0.520000 3453.999992
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.310000 577.950000 13.950000 2.470000 564.000000
OEM International B 7 0.780000 541.800000 13.800000 2.610000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 0.080000 579.240000 9.240000 1.620000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
CTEK 13 1.970000 539.500000 5.500000 1.030000 533.999999
Samhällsbyggnadsbo. i Norden D 12 0.290000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.190000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -3.400000 540.200000 -33.800000 -5.890000 574.000000
International Petroleum Corp. 5 0.810000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.610000 2870.400000 -100.600000 -3.390000 2971.000006
Fasadgruppen Group 35 -0.190000 3626.000000 -185.000000 -4.850000 3810.999990
OX2 18 1.480000 1423.800000 -240.200000 -14.440000 1663.999992
Axfood 13 -3.160000 3463.200000 -292.800000 -7.800000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45980.870000 -907.700000 -2.57874% 46888.564618

Updated:¶

'2023-01-26 15:29:18.686361'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶